Candlestick Daily volume index Bar reversal Edit

Backtest results

Position Trades Duration Win rate Win/loss Avg win Avg loss Return
Long 10 4.5 20% 25% 1.6% -0.8% -3.4%
Short 5 4.2 40% 67% 1.9% -3.2% -5.9%

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Company

Indicator

Code Company Date Close Change Indicator Value Signal

Trading Performance

Sine Weighted Moving Average

Score

0.3

Position Trades Duration Win Rate Win/Loss Avg Win Avg Loss Return
LONG 14 32.5 0.43% 0.75% 3.6% -0.9% 14.8%
SHORT 14 19.2 0.36% 0.56% 1.7% -1.5% -5.4%

Top 10:

Sine Weighted Moving Average

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Company Close Change(%) Volume Value Signal
SDF Steadfast 3.81 7 5,307,131 4.5 BULLISH
WTC Wisetech Global 32.89 6.9 2,316,433 5 BULLISH
MCY Mighty River Power 5.05 6.8 10,062 4.5 BULLISH
EML Emerchants 3.65 6.1 4,763,025 2.5 BULLISH
CCL Coca-Cola Amatil 11.05 5.8 4,563,232 3 BULLISH
CDD Cardno 0.96 5.5 177,614 18.9 BULLISH
BBN Baby Bunting 3 5.3 656,834 5.4 BULLISH
LLC Lend Lease Corporation 16.75 4.8 12,294,407 1.1 BULLISH
PGH Pact 2.45 4.7 1,178,705 6.7 BULLISH
LAU Lindsay Australia 0.35 4.5 45,047 3.1 BULLISH